Credit risk measurement: a necessary dimension of credit risk management
Year of publication: |
2003
|
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Authors: | Albhai, Shamez ; Gaeta, Gordian ; Hingorani, Justin |
Published in: |
Frontiers in credit risk : concepts and techniques for applied credit risk measurement. - Singapore [u.a.] : Wiley (Asia), ISBN 0-471-47906-3. - 2003, p. 15-38
|
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Messung | Measurement | Theorie | Theory | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection |
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